scientific article; zbMATH DE number 513099

zbMath0799.90013MaRDI QIDQ4281792

Igor Vajda, Ferdinand Österreicher

Publication date: 10 March 1994

Full work available at URL: https://eudml.org/doc/27713

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stock marketlog optimal investment portfolio

Mathematics Subject Classification ID

Related Items (2)

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Cites Work

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• On the measurability and consistency of minimum contrast estimates
• An algorithm for maximizing expected log investment return
• Distribution estimation consistent in total variation and in two types of information divergence
• Universal Portfolios
• Convex Analysis
• The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling

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